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The Search for Relative Value in Bonds
Grieves, Robin, (2011)
Portfolio insurance and lead-lag relationships during the subprime crisis : an empirical investigation with respect to European asset-backed securities, credit default swaps, and equities
Ehlers, Stefan, (2014)
Commonality in liquidity in the US corporate bond market
Bethke, Sebastian, (2016)
An Overlooked Coupon Effect in Treasury Futures Contracts
Grieves, Robin, (2004)
The search for relative value in bonds
An overlooked coupon effect in treasury futures contracts